Time-changed spectrally positive Lévy processes started from infinity

DOI10.3150/20-BEJ1274zbMath1489.60075arXiv1901.10689OpenAlexW3153085710WikidataQ114038755 ScholiaQ114038755MaRDI QIDQ2040064

Pei-Sen Li, Clément Foucart, Xiao-Wen Zhou

Publication date: 9 July 2021

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.10689

zbMATH Keywords

hitting timeentrance boundarytime-changeregularly varying functionspectrally positive Lévy processcoming down from infinityweighted occupation timecontinuous-state nonlinear branching process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Strong limit theorems (60F15) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (6)

Extinguishing behaviors for continuous-state nonlinear branching processes ⋮ Equilibrium periodic dividend strategies with non-exponential discounting for spectrally positive Lévy processes ⋮ Integral functionals for spectrally positive Lévy processes ⋮ Boundary behaviors for a class of continuous-state nonlinear branching processes in critical cases ⋮ On the explosion of a class of continuous-state nonlinear branching processes ⋮ Complete monotonicity of time-changed Lévy processes at first passage

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